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We provide abstract, general and highly uniform rates of asymptotic regularity for a generalized stochastic Halpern-style iteration, which incorporates a second mapping in the style of a Krasnoselskii-Mann iteration. This iteration is…
We consider the asymptotic behavior of the global solutions to the initial value problem for the generalized KdV-Burgers equation. It is known that the solution to this problem converges to a self-similar solution to the Burgers equation…
In this paper, we investigate iterative methods that are based on sampling of the data for computing Tikhonov-regularized solutions. We focus on very large inverse problems where access to the entire data set is not possible all at once…
In this article densities (and their derivatives) of subordinators and inverse subordinators are considered. Under minor restrictions, generally milder than the existing in the literature, using a useful modification of the saddle point…
Fastest arrival events, where the first among many diffusing particles reaches a target, are central in triggering signal initiation in molecular stochastic systems. Classical approaches to simulate such events rely on full trajectory…
Adsorption of a symmetric (AB) random copolymer (RC) onto a symmetric (ab) random heterogeneous surface (RS) is studied in the annealed approximation by using a two-dimensional partially directed walk model of the polymer. We show that in…
This study investigates the dynamics of alternating minimization applied to a bilinear regression task with normally distributed covariates, under the asymptotic system size limit where the number of parameters and observations diverge at…
The behaviour of solutions to fourth order problems is studied through the decomposition into a system of second order ones, which leads to relaxed formulations with the introduction of measure terms. This allows to solve a shape…
We introduce coarse-grained hydrodynamic equations of motion for diffusion-annihilation system with a power-law long-range interaction. By taking into account fluctuations of the conserved order parameter - charge density - we derive an…
We propose a global convergent numerical method to reconstruct the initial condition of a nonlinear parabolic equation from the measurement of both Dirichlet and Neumann data on the boundary of a bounded domain. The first step in our method…
Further development of the method of computational experiments for solving ill-posed problems is given. The effective (unoverstated) estimate for solution error of the first-kind equation is obtained using the truncating singular numbers…
For linear inverse problem with Gaussian random noise we show that Tikhonov regularization algorithm is minimax in the class of linear estimators and is asymptotically minimax in the sense of sharp asymptotic in the class of all estimators.…
In this paper, we present a new method via the transfer matrix approach to obtain asymptotic formulae of orthogonal polynomials with asymptotically identical coefficients of bounded variation. We make use of the hyperbolicity of the…
Estimating parameters of a diffusion process given continuous-time observations of the process via maximum likelihood approaches or, online, via stochastic gradient descent or Kalman filter formulations constitutes a well-established…
We study the inverse problem of recovering the order and the diffusion coefficient of an elliptic fractional partial differential equation from a finite number of noisy observations of the solution. We work in a Bayesian framework and show…
We consider the motion of a particle on a surface which is a small perturbation of the standard sphere. One may qualitatively describe the motion by means of a precessing great circle of the sphere. The observation is employed to derive a…
This paper derives the rate of convergence and asymptotic distribution for a class of Kolmogorov-Smirnov style test statistics for conditional moment inequality models for parameters on the boundary of the identified set under general…
We develop Second Order Asymptotical Regularization (SOAR) methods for solving inverse source problems in elliptic partial differential equations with both Dirichlet and Neumann boundary data. We show the convergence results of SOAR with…
We study maximum-likelihood-type estimation for diffusion processes when the coefficients are nonrandom and observation occurs in nonsynchronous manner. The problem of nonsynchronous observations is important when we consider the analysis…
An inductive procedure is developed to calculate the asymptotic behavior at time zero of a diffusion with polynomial drift and degenerate, additive noise. The procedure gives rise to two different rescalings of the process; namely, a…